+23.9%
OMC vs CAPR
+47.4%
-23.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.3% | -3.0% | +5.3% |
| 7D | +12.5% | +43.2% | -30.7% | +12.7% |
| 30D | +16.3% | +14.7% | +1.6% | +16.4% |
| 3M | +8.1% | +113.9% | -105.8% | +8.7% |
| 6M | +17.2% | -73.4% | +90.5% | +16.9% |
| YTD | +11.8% | -69.1% | +80.9% | +11.6% |
| 1Y | +23.9% | +47.2% | -23.3% | +26.2% |
| All | +23.9% | +47.4% | -23.5% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling